On the theory of self-similar parabolic optical pulses

Self-similar optical pulses (or “similaritons”) of parabolic intensity profile can be found as asymptotic solutions of the nonlinear Schr¨odinger equation in a gain medium such as a fiber amplifier or laser resonator. These solutions represent a wide-ranging significance example of dissipative nonlinear structures in optics. Here, we address some issues related to the formation and evolution of parabolic pulses in a fiber gain medium by means of semi-analytic approaches. In particular, the effect of the third-order dispersion on the structure of the asymptotic solution is examined. Our analysis is based on the resolution of ordinary differential equations, which enable us to describe the main properties of the pulse propagation and structural characteristics observable through direct numerical simulations of the basic partial differential equation model with sufficient accuracy.

Variational mean-field algorithm for efficient inference in large systems of stochastic differential equations

This work introduces a Gaussian variational mean-field approximation for inference in dynamical systems which can be modeled by ordinary stochastic differential equations. This new approach allows one to express the variational free energy as a functional of the marginal moments of the approximating Gaussian process. A restriction of the moment equations to piecewise polynomial functions, over time, dramatically reduces the complexity of approximate inference for stochastic differential equation models and makes it comparable to that of discrete time hidden Markov models. The algorithm is demonstrated on state and parameter estimation for nonlinear problems with up to 1000 dimensional state vectors and compares the results empirically with various well-known inference methodologies.

Approximation Classes for Adaptive Methods

* This work has been supported by the Office of Naval Research Contract Nr. N0014-91-J1343, the Army Research Office Contract Nr. DAAD 19-02-1-0028, the National Science Foundation grants DMS-0221642 and DMS-0200665, the Deutsche Forschungsgemeinschaft grant SFB 401, the IHP Network “Breaking Complexity” funded by the European Commission and the Alexan- der von Humboldt Foundation.

Fractional Extensions of Jacobi Polynomials and Gauss Hypergeometric Function

2000 Mathematics Subject Classification: 26A33, 33C45

A Fractional LC − RC Circuit

Mathematics Subject Classification: 26A33, 30B10, 33B15, 44A10, 47N70, 94C05

Smoothness Properties of Solutions of Caputo-Type Fractional Differential Equations

Mathematics Subject Classification: 26A33, 34A25, 45D05, 45E10

Well-Posedness of Diffusion-Wave Problem with Arbitrary Finite Number of Time Fractional Derivatives in Sobolev Spaces H^s

Mathematics Subject Classification 2010: 26A33, 33E12, 35S10, 45K05.

An Analog of the Tricomi Problem for a Mixed Type Equation with a Partial Fractional Derivative

Mathematics Subject Classification 2010: 35M10, 35R11, 26A33, 33C05, 33E12, 33C20.

Maximum Principle and Its Application for the Time-Fractional Diffusion Equations

MSC 2010: 26A33, 33E12, 35B45, 35B50, 35K99, 45K05 Dedicated to Professor Rudolf Gorenflo on the occasion of his 80th anniversary

Viability Kernels of Higher Order

AMS subject classification: Primary 34A60, Secondary 49K24.

Time-Dependent Differential Inclusions and Viability

AMS subject classification: Primary 34A60, Secondary 49J52.

α-Mellin Transform and One of Its Applications

MSC 2010: 35R11, 44A10, 44A20, 26A33, 33C45

Nonstandard Finite Difference Schemes with Application to Finance: Option Pricing

2000 Mathematics Subject Classification: 65M06, 65M12.

Fractional differential equations with dependence on the Caputo-Katugampola derivative

In this paper we present a new type of fractional operator, the Caputo–Katugampola derivative. The Caputo and the Caputo–Hadamard fractional derivatives are special cases of this new operator. An existence and uniqueness theorem for a fractional Cauchy type problem, with dependence on the Caputo–Katugampola derivative, is proven. A decomposition formula for the Caputo–Katugampola derivative is obtained. This formula allows us to provide a simple numerical procedure to solve the fractional differential equation.

Effects of Drive Speed Modulation on Dynamics of Slender Rotating Structures

Slender rotating structures are used in many mechanical systems. These structures can suffer from undesired vibrations that can affect the components and safety of a system. Furthermore, since some these structures can operate in a harsh environment, installation and operation of sensors that are needed for closed-loop and collocated control schemes may not be feasible. Hence, the need for an open-loop non-collocated scheme for control of the dynamics of these structures. In this work, the effects of drive speed modulation on the dynamics of slender rotating structures are studied. Slender rotating structures are a type of mechanical rotating structures, whose length to diameter ratio is large. For these structures, the torsion mode natural frequencies can be low. In particular, for isotropic structures, the first few torsion mode frequencies can be of the same order as the first few bending mode frequencies. These situations can be conducive for energy transfer amongst bending and torsion modes. Scenarios with torsional vibrations experienced by rotating structures with continuous rotor-stator contact occur in many rotating mechanical systems. Drill strings used in the oil and gas industry are an example of rotating structures whose torsional vibrations can be deleterious to the components of the drilling system. As a novel approach to mitigate undesired vibrations, the effects of adding a sinusoidal excitation to the rotation speed of a drill string are studied. A portion of the drill string located within a borewell is considered and this rotating structure has been modeled as an extended Jeffcott rotor and a sinusoidal excitation has been added to the drive speed of the rotor. After constructing a three-degree-of-freedom model to capture lateral and torsional motions, the equations of motions are reduced to a single differential equation governing torsional vibrations during continuous stator contact. An approximate solution has been obtained by making use of the Method of Direct Partition of Motions with the governing torsional equation of motion. The results showed that for a rotor undergoing forward or backward whirling, the addition of sinusoidal excitation to the drive speed can cause an increase in the equivalent torsional stiffness, smooth the discontinuous friction force at contact, and reduce the regions of negative slope in the friction coefficient variation with respect to speed. Experiments with a scaled drill string apparatus have also been conducted and the experimental results show good agreement with the numerical results obtained from the developed models. These findings suggest that the extended Jeffcott rotordynamics model can be useful for studies of rotor dynamics in situations with continuous rotor-stator contact. Furthermore, the results obtained suggest that the drive speed modulation scheme can have value for attenuating drill-string vibrations.